clear
clear matrix
clear mata
program drop _all
set more off
set emptycells drop
set maxvar 100000
tempfile main
cap log close
log using Table13 actual,replace

cd "<directory>"

*The code in this .do file reads in the dataset created in Data Cleaning Step 2.do and runs the regressions for Table 13;
*Before the estimation commands are run, the quarter of the rule change is dropped;
*The "_m" suffixes in the outreg commands stipulate which DPO window the model corresponds to:;
*	_m1 = DPO[-4,-7];
*	_m2 = DPO[-5,-8];
*	_m3 = DPO[-6,-9];
*	_m4 = DPO[-7,-10];

/*********************************************************************************
*Note: The following block of code appears before every regression. This code identifies and drops observations that Stata will automatically drop in the course of the probit estimation. This code is optional and all the regressions can be run without it. However, using this code speeds up the estimation significantly, because Stata does not have to determine whether to drop these obervations as it goes through the estimation;
*	tempfile msayq
*	keep if !missing(transfer, post, dspp0_5t8, post_dspp0_5t8, orig_ltv, securwac, securocc, orig_dscrnoi2, age, balratio, ltv, occrate, dscrnoi, propid, dealtypeid, originatorid, ssid, origyq, msayq)
*	keep if dcountss_2==1
*	keep if yearmonth>=572 & yearmonth<=620
*	collapse (mean) transfer,by(msayq)
*	gen indic=1 if transfer==0
*	keep msayq indic
*	sa `msayq',replace
*	u `main',clear
*	merge m:1 msayq using `msayq'
*	drop if _merge==2
*	drop _merge
***********************************************************************************/

u final_dataset,clear
drop if distyq==198
sa `main',replace


u `main',clear
tempfile msayq
keep if !missing(transfer, post, dspp0_5t8, post_dspp0_5t8, orig_ltv, securwac, securocc, orig_dscrnoi2, age, balratio, ltv, occrate, dscrnoi, propid, dealtypeid, originatorid, ssid, origyq, msayq, remterm)
keep if dcountss_2==1
keep if yearmonth>=572 & yearmonth<=620
collapse (mean) transfer,by(msayq)
gen indic=1 if transfer==0
keep msayq indic
sa `msayq',replace
u `main',clear
merge m:1 msayq using `msayq'
drop if _merge==2
drop _merge


probit transfer dspp0_5t8 post_dspp0_5t8 remterm orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelA_m2, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_5t8_wl dspp0_5t8 remterm treated_wl post_dspp0_5t8 post_treated_wl dspp0_5t8_treated_wl orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelB_m2, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_5t8_dlq dspp0_5t8 remterm treated_dlq post_dspp0_5t8 post_treated_dlq dspp0_5t8_treated_dlq orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1 & maxdlqstcd_indicator==1, cluster(masterloanidtrepp)
outreg2 using Table13PanelC_m2, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)




u `main',clear
tempfile ssmsa
keep if !missing(transfer, post, dspp0_5t8, post_dspp0_5t8, orig_ltv, securwac, securocc, orig_dscrnoi2, age, balratio, ltv, occrate, dscrnoi, propid, dealtypeid, originatorid, origyq, ssmsa, distyq, remterm)
keep if dcountss_2==1
keep if yearmonth>=572 & yearmonth<=620
collapse (mean) transfer post dspp0_5t8 post_dspp0_5t8,by(ssmsa)
gen indic=1 if transfer==0
keep ssmsa indic
sa `ssmsa',replace
u `main',clear
merge m:1 ssmsa using `ssmsa'
drop if _merge==2
drop _merge

 
probit transfer dspp0_5t8 post_dspp0_5t8 remterm orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelA_m2, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_5t8_wl dspp0_5t8 remterm treated_wl post_dspp0_5t8 post_treated_wl dspp0_5t8_treated_wl orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelB_m2, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_5t8_dlq dspp0_5t8 remterm treated_dlq post_dspp0_5t8 post_treated_dlq dspp0_5t8_treated_dlq orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1 & maxdlqstcd_indicator==1, cluster(masterloanidtrepp)
outreg2 using Table13PanelC_m2, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)





u `main',clear
tempfile msayq
keep if !missing(transfer, post, dspp0_4t7, post_dspp0_4t7, orig_ltv, securwac, securocc, orig_dscrnoi2, age, balratio, ltv, occrate, dscrnoi, propid, dealtypeid, originatorid, ssid, origyq, msayq, remterm)
keep if dcountss_2==1
keep if yearmonth>=572 & yearmonth<=620
collapse (mean) transfer post dspp0_4t7 post_dspp0_4t7,by(msayq)
gen indic=1 if transfer==0
keep msayq indic
sa `msayq',replace
u `main',clear
merge m:1 msayq using `msayq'
drop if _merge==2
drop _merge

 
probit transfer dspp0_4t7 post_dspp0_4t7 remterm orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelA_m1, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_4t7_wl remterm dspp0_4t7 treated_wl post_dspp0_4t7 post_treated_wl dspp0_4t7_treated_wl orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelB_m1, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_4t7_dlq dspp0_4t7 remterm treated_dlq post_dspp0_4t7 post_treated_dlq dspp0_4t7_treated_dlq orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1 & maxdlqstcd_indicator==1, cluster(masterloanidtrepp)
outreg2 using Table13PanelC_m1, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)





u `main',clear
tempfile ssmsa
keep if !missing(transfer, post, dspp0_4t7, post_dspp0_4t7, orig_ltv, securwac, securocc, orig_dscrnoi2, age, balratio, ltv, occrate, dscrnoi, propid, dealtypeid, originatorid, origyq, ssmsa, distyq, remterm)
keep if dcountss_2==1
keep if yearmonth>=572 & yearmonth<=620
collapse (mean) transfer post dspp0_4t7 post_dspp0_4t7,by(ssmsa)
gen indic=1 if transfer==0
keep ssmsa indic
sa `ssmsa',replace
u `main',clear
merge m:1 ssmsa using `ssmsa'
drop if _merge==2
drop _merge

 
probit transfer dspp0_4t7 post_dspp0_4t7 remterm orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelA_m1, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_4t7_wl dspp0_4t7 remterm treated_wl post_dspp0_4t7 post_treated_wl dspp0_4t7_treated_wl orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelB_m1, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)


probit transfer intxn3_dspp0_4t7_dlq dspp0_4t7 remterm treated_dlq post_dspp0_4t7 post_treated_dlq dspp0_4t7_treated_dlq orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1 & maxdlqstcd_indicator==1, cluster(masterloanidtrepp)
outreg2 using Table13PanelC_m1, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)






u `main',clear
tempfile msayq
keep if !missing(transfer, post, dspp0_6t9, post_dspp0_6t9, orig_ltv, securwac, securocc, orig_dscrnoi2, age, balratio, ltv, occrate, dscrnoi, propid, dealtypeid, originatorid, ssid, origyq, msayq, remterm)
keep if dcountss_2==1
keep if yearmonth>=572 & yearmonth<=620
collapse (mean) transfer post dspp0_6t9 post_dspp0_6t9,by(msayq)
gen indic=1 if transfer==0
keep msayq indic
sa `msayq',replace
u `main',clear
merge m:1 msayq using `msayq'
drop if _merge==2
drop _merge



probit transfer dspp0_6t9 post_dspp0_6t9 remterm orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelA_m3, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_6t9_wl dspp0_6t9 remterm treated_wl post_dspp0_6t9 post_treated_wl dspp0_6t9_treated_wl orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelB_m3, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_6t9_dlq dspp0_6t9 remterm treated_dlq post_dspp0_6t9 post_treated_dlq dspp0_6t9_treated_dlq orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1 & maxdlqstcd_indicator==1, cluster(masterloanidtrepp)
outreg2 using Table13PanelC_m3, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)






u `main',clear
tempfile ssmsa
keep if !missing(transfer, post, dspp0_6t9, post_dspp0_6t9, orig_ltv, securwac, securocc, orig_dscrnoi2, age, balratio, ltv, occrate, dscrnoi, propid, dealtypeid, originatorid, origyq, ssmsa, distyq, remterm)
keep if dcountss_2==1
keep if yearmonth>=572 & yearmonth<=620
collapse (mean) transfer post dspp0_6t9 post_dspp0_6t9,by(ssmsa)
gen indic=1 if transfer==0
keep ssmsa indic
sa `ssmsa',replace
u `main',clear
merge m:1 ssmsa using `ssmsa'
drop if _merge==2
drop _merge


probit transfer dspp0_6t9 post_dspp0_6t9 remterm orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelA_m3, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_6t9_wl dspp0_6t9 remterm treated_wl post_dspp0_6t9 post_treated_wl dspp0_6t9_treated_wl orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelB_m3, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_6t9_dlq dspp0_6t9 remterm treated_dlq post_dspp0_6t9 post_treated_dlq dspp0_6t9_treated_dlq orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1 & maxdlqstcd_indicator==1, cluster(masterloanidtrepp)
outreg2 using Table13PanelC_m3, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)





u `main',clear
tempfile msayq
keep if !missing(transfer, post, dspp0_7t10, post_dspp0_7t10, orig_ltv, securwac, securocc, orig_dscrnoi2, age, balratio, ltv, occrate, dscrnoi, propid, dealtypeid, originatorid, ssid, origyq, msayq, remterm)
keep if dcountss_2==1
keep if yearmonth>=572 & yearmonth<=620
collapse (mean) transfer post dspp0_7t10 post_dspp0_7t10,by(msayq)
gen indic=1 if transfer==0
keep msayq indic
sa `msayq',replace
u `main',clear
merge m:1 msayq using `msayq'
drop if _merge==2
drop _merge



probit transfer dspp0_7t10 post_dspp0_7t10 remterm orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelA_m4, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_7t10_wl dspp0_7t10 remterm treated_wl post_dspp0_7t10 post_treated_wl dspp0_7t10_treated_wl orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelB_m4, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_7t10_dlq dspp0_7t10 remterm treated_dlq post_dspp0_7t10 post_treated_dlq dspp0_7t10_treated_dlq orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssid i.origyq i.msayq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1 & maxdlqstcd_indicator==1, cluster(masterloanidtrepp)
outreg2 using Table13PanelC_m4, auto(2) excel replace stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)







u `main',clear
tempfile ssmsa
keep if !missing(transfer, post, dspp0_7t10, post_dspp0_7t10, orig_ltv, securwac, securocc, orig_dscrnoi2, age, balratio, ltv, occrate, dscrnoi, propid, dealtypeid, originatorid, origyq, ssmsa, distyq, remterm)
keep if dcountss_2==1
keep if yearmonth>=572 & yearmonth<=620
collapse (mean) transfer post dspp0_7t10 post_dspp0_7t10,by(ssmsa)
gen indic=1 if transfer==0
keep ssmsa indic
sa `ssmsa',replace
u `main',clear
merge m:1 ssmsa using `ssmsa'
drop if _merge==2
drop _merge

 
probit transfer dspp0_7t10 post_dspp0_7t10 remterm orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelA_m4, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_7t10_wl dspp0_7t10 remterm treated_wl post_dspp0_7t10 post_treated_wl dspp0_7t10_treated_wl orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1,cluster(masterloanidtrepp)
outreg2 using Table13PanelB_m4, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)

probit transfer intxn3_dspp0_7t10_dlq dspp0_7t10 remterm treated_dlq post_dspp0_7t10 post_treated_dlq dspp0_7t10_treated_dlq orig_ltv securwac securocc orig_dscrnoi2 age balratio ltv occrate dscrnoi i.propid i.dealtypeid i.originatorid i.ssmsa i.origyq i.distyq if yearmonth>=572 & yearmonth<=620 & nouse2==0 & dcountss_2==1 & indic!=1 & maxdlqstcd_indicator==1, cluster(masterloanidtrepp)
outreg2 using Table13PanelC_m4, auto(2) excel append stats(coef se) addstat(Pseudo R2, e(r2_p)) addtext(Orig Year-Q FE, Y, Curr Year-Q FE, N, SS FE, Y, PropType FE, Y, DealType FE, Y, Originator FE, Y, MSA-Year-Q FE, Y, MSA-SS FE, N, SE Clust by loan, Y, Estimation, Probit)